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Absolute Continuity
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Relation to Almost Everywhere Differentiability
An absolutely continuous function on a compact interval is differentiable almost everywhere on that interval.
Absolute Continuity of Measures
A measure is absolutely continuous with respect to another measure (denoted ) if implies for every measurable set E.
Definition of Absolute Continuity of a Function
A function f is absolutely continuous on an interval [a, b] if for every there exists such that for any finite collection of disjoint sub-intervals , the sum of the lengths of the sub-intervals is less than implies the sum of is less than .
Total Variation of an Absolutely Continuous Function
The total variation of an absolutely continuous function on an interval [a, b] can be computed as the integral of the absolute value of its derivative: .
Lebesgue's Characterization of Absolute Continuity
Lebesgue's theorem states that a continuous function of bounded variation on [a, b] is absolutely continuous if and only if its set of discontinuities for its derivative is of Lebesgue measure zero.
Radon-Nikodym Theorem
The Radon-Nikodym theorem provides that if , then there exists an integrable function such that for all measurable sets E.
Absolute Continuity vs Uniform Continuity
A function that is absolutely continuous on an interval is also uniformly continuous on that interval, but the converse is not necessarily true.
Absolute Continuity on Compact Intervals
If a function is absolutely continuous on [a, b], then it is continuous on [a, b] and has a derivative almost everywhere on [a, b], such that the integral of over [a, b] equals .
Characterization by Derivatives
If is differentiable almost everywhere on [a, b], has a Lebesgue integrable derivative , and for all in [a, b], then is absolutely continuous on [a, b].
Absolute Continuity and Variation
A function is absolutely continuous on [a, b] if and only if it is both continuous and of bounded variation on that interval.
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